Managed Futures Carry:
A Practitioner’s Guide

What if you could enhance returns and reduce risk in your portfolio, even during the most turbulent market conditions? Our latest whitepaper, “Managed Futures Carry: A Practitioner’s Guide”, reveals the power of carry strategies to potentially deliver uncorrelated returns when you need them most.

Carry is an often overlooked driver of returns across equities, bonds, commodities and currencies. By taking a deep dive into over 30 years of carry strategy data, we uncover:

  • How thoughtfully designed carry strategies may offer ‘crisis alpha’ during turbulent environments like the dot-com crash, 2008 financial crisis, and COVID meltdown
  • Why neutralizing exposure to traditional asset classes is key to building all-weather carry portfolios
  • The compounding benefits of stacking carry and trend strategies on top of stocks and bonds

Through this comprehensive study, we aim to broaden the investment strategy toolkit and contribute to the ongoing pursuit of portfolio optimization.

Don’t miss these essential insights for navigating today’s complex markets. Read the full whitepaper now.